impulse macd 추가(chatgpt 버전)

BitgetApi/BitgetApi.csproj

@@ -110,9 +110,11 @@
     <Compile Include="Data\IndicatorData.cs" />
     <Compile Include="Data\GlobalOptions.cs" />
     <Compile Include="IndicatorConditionSetup\IchimokuConditionSetup.cs" />
+    <Compile Include="IndicatorConditionSetup\ImpulseMacdConditionSetup.cs" />
     <Compile Include="IndicatorConditionSetup\MovingAverageConditionSetup.cs" />
     <Compile Include="IndicatorData\IchimokData.cs" />
     <Compile Include="IndicatorConditionSetup\IndicatorProcess.cs" />
+    <Compile Include="IndicatorData\ImpulseMacdData.cs" />
     <Compile Include="IndicatorData\MovingAverageData.cs" />
     <Compile Include="MainForm.cs">
       <SubType>Form</SubType>

BitgetApi/Data/CandleData.cs

@@ -1,11 +1,7 @@
-using BitgetAPI;
+using BitgetApi.IndicatorData;
 using BitgetAPI.Data.IndicatorData;
 using System;
 using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
-using System.Windows.Forms;
 
 namespace BitgetAPI.Data
 {
@@ -49,5 +45,6 @@ namespace BitgetAPI.Data
         public IchimokData IchimokData { get; set; }
 
         public Dictionary<int,MovingAverageData> movingAverageDataList { get; set; }
+        public Dictionary<int, ImpulseMacdData> impulseMacdDataList { get; set; }
     }
 }

BitgetApi/IndicatorConditionSetup/ImpulseMacdConditionSetup.cs

@@ -0,0 +1,134 @@
+using BitgetApi.IndicatorData;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+
+
+namespace BitgetAPI.IndicatorConditionSetup
+{
+    [Serializable]
+    public class ImpulseMacdConditionSetup
+    {
+        private int lengthMA;
+        private int lengthSignal;
+
+        private List<double> srcList = new List<double>();
+        private List<double> highList = new List<double>();
+        private List<double> lowList = new List<double>();
+        private List<double> smmaHighList = new List<double>();
+        private List<double> smmaLowList = new List<double>();
+        private List<double> zlemaList = new List<double>();
+        private List<double> mdList = new List<double>();
+        private List<double> sbList = new List<double>();
+        private List<double> shList = new List<double>();
+
+        public ImpulseMacdConditionSetup(int lengthMA = 26, int lengthSignal = 12)
+        {
+            this.lengthMA = lengthMA;
+            this.lengthSignal = lengthSignal;
+        }
+
+        public ImpulseMacdData AddDataPoint(double high, double low, double close, bool flag)
+        {
+            double src = (high + low + close) / 3.0;
+            if (flag)
+            {
+                srcList.Add(src);
+                highList.Add(high);
+                lowList.Add(low);
+            }
+            else
+            {
+                srcList[srcList.Count - 1] = src;
+            }
+
+            double smmaHigh = CalculateSMMA(highList, smmaHighList, lengthMA);
+            double smmaLow = CalculateSMMA(lowList, smmaLowList, lengthMA);
+            double zlema = CalculateZLEMA(srcList, zlemaList, lengthMA);
+
+            double md = 0.0;
+            if (zlema > smmaHigh)
+                md = zlema - smmaHigh;
+            else if (zlema < smmaLow)
+                md = zlema - smmaLow;
+
+            mdList.Add(md);
+
+            if (mdList.Count < lengthSignal)
+                return null;
+
+            double sb = mdList.Skip(mdList.Count - lengthSignal).Average();
+            double sh = md - sb;
+
+            sbList.Add(sb);
+            shList.Add(sh);
+
+            if (mdList.Count > 100)
+            {
+                mdList.RemoveRange(0, 50);
+            }
+            if (sbList.Count > 100)
+            {
+                sbList.RemoveRange(0, 50);
+            }
+            if (shList.Count > 100)
+            {
+                shList.RemoveRange(0, 50);
+            }
+
+            return new ImpulseMacdData()
+            {
+                MD = md,
+                SH = sh,
+                SB = sb
+            };
+        }
+
+        private double CalculateSMMA(List<double> src, List<double> smmaList, int len)
+        {
+            if (src.Count < len)
+                return src.Last();
+
+            double smma;
+            if (smmaList.Count == 0)
+            {
+                smma = src.Skip(src.Count - len).Average();
+            }
+            else
+            {
+                smma = (smmaList.Last() * (len - 1) + src.Last()) / len;
+            }
+
+            smmaList.Add(smma);
+            return smma;
+        }
+
+        private double CalculateZLEMA(List<double> src, List<double> zlemaList, int length)
+        {
+            if (src.Count < length * 2)
+                return src.Last();
+
+            var ema1 = CalculateEMA(src, length);
+            var ema2 = CalculateEMA(ema1, length);
+            double d = ema1.Last() - ema2.Last();
+            double zlema = ema1.Last() + d;
+            zlemaList.Add(zlema);
+            return zlema;
+        }
+
+        private List<double> CalculateEMA(List<double> src, int length)
+        {
+            List<double> ema = new List<double>();
+            double k = 2.0 / (length + 1);
+            ema.Add(src.Take(length).Average());
+
+            for (int i = length; i < src.Count; i++)
+            {
+                double value = src[i] * k + ema.Last() * (1 - k);
+                ema.Add(value);
+            }
+
+            return ema;
+        }
+    }
+}

BitgetApi/IndicatorConditionSetup/IndicatorProcess.cs

@@ -1,30 +1,16 @@
 using BitgetApi.Data;
+using BitgetApi.IndicatorData;
 using BitgetAPI.Data;
-using BitgetAPI.IndicatorConditionSetup;
 using BitgetAPI.WebService;
-using DevExpress.Internal.WinApi.Windows.UI.Notifications;
-using DevExpress.Utils.DirectXPaint;
-using DevExpress.Utils.Filtering.Internal;
-using DevExpress.Utils.IoC;
-using DevExpress.Xpo.Logger;
-using DevExpress.XtraPrinting.Native;
 using Newtonsoft.Json;
 using Serilog;
-using Serilog.Debugging;
 using System;
 using System.Collections.Generic;
 using System.Collections.Specialized;
-using System.ComponentModel;
 using System.Linq;
 using System.Security.Cryptography;
-using System.Text;
-using System.Threading.Tasks;
-using System.Windows.Forms;
 using static BitgetAPI.CommonProperty;
 
-using static DevExpress.Utils.Drawing.Helpers.NativeMethods;
-using static System.Windows.Forms.VisualStyles.VisualStyleElement.TextBox;
-
 namespace BitgetAPI.IndicatorConditionSetup
 {
     public class IndicatorProcess
@@ -136,10 +122,10 @@ namespace BitgetAPI.IndicatorConditionSetup
 
         public void calProcess()
         {
-
+            var range = 34;
             IchimokuConditionSetup ichimokuConditionSetup = new IchimokuConditionSetup();
             MovingAverageConditionSetup movingAverageConditionSetup = new MovingAverageConditionSetup();
-
+            ImpulseMacdConditionSetup impulseMacdConditionSetup = new ImpulseMacdConditionSetup();
             signals_LU.Clear();
             signals_SD.Clear();
             signals_LD.Clear();
@@ -156,9 +142,9 @@ namespace BitgetAPI.IndicatorConditionSetup
             //orderValue.Add("orderId", orderDic["orderId"]);
 
             //var sellData = FutureOrder("XRPUSDT", FutureMarginMode.isolated, 10, 0, FutureSide.SellShort, OrderType.market, 10, orderDic["orderId"]);                        
+            var totalImperseMACDData = new Dictionary<string, Dictionary<DateTime, ImpulseMacdData>>();
 
-
+            var 전저고점Flag = true;
-
             // 추후 공통화 및 소스정리 필요
             while (true)
             {
@@ -236,28 +222,35 @@ namespace BitgetAPI.IndicatorConditionSetup
                             var strInterval = Utils.Convertor.GetEnumDescription((Enum)interval);
                             if (!intervalList.Contains(strInterval)) continue;
 
-                            if (!전저고점.ContainsKey(market + strInterval) || (nowTime.Minute == 0 && nowTime.Hour == 24))
+                            if (nowTime.Minute == 0 && nowTime.Hour == 24 && 전저고점Flag)
                             {
                                 전저고점.Clear();
-                                var dic = new Dictionary<string, double>();
+                                전저고점Flag = false;
-                                dic.Add("전고가", 0);
+                            }                           
-                                dic.Add("전저가", 0);
+
-                                dic.Add("전전고가", 0);
+                            if (!전저고점.ContainsKey(market + strInterval))
-                                dic.Add("전전저가", 0);
+                            {
-                                dic.Add("전전전저가", 0);
+                                var dic = new Dictionary<string, double>
-                                dic.Add("전전전고가", 0);
+                                {
-                                dic.Add("전전전전저가", 0);
+                                    { "전고가", 0 },
-                                dic.Add("전전전전고가", 0);
+                                    { "전저가", 0 },
-                                dic.Add("tempHighVal", 0);
+                                    { "전전고가", 0 },
-                                dic.Add("tempLowVal", 0);
+                                    { "전전저가", 0 },
-                                dic.Add("tempHigh2Val", 0);
+                                    { "전전전저가", 0 },
-                                dic.Add("tempLow2Val", 0);
+                                    { "전전전고가", 0 },
-                                dic.Add("tempHigh3Val", 0);
+                                    { "전전전전저가", 0 },
-                                dic.Add("tempLow3Val", 0);
+                                    { "전전전전고가", 0 },
-                                dic.Add("tempHigh4Val", 0);
+                                    { "tempHighVal", 0 },
-                                dic.Add("tempLow4Val", 0);
+                                    { "tempLowVal", 0 },
-                                dic.Add("switchLowVal", 0);
+                                    { "tempHigh2Val", 0 },
-                                dic.Add("switchHighVal", 0);
+                                    { "tempLow2Val", 0 },
+                                    { "tempHigh3Val", 0 },
+                                    { "tempLow3Val", 0 },
+                                    { "tempHigh4Val", 0 },
+                                    { "tempLow4Val", 0 },
+                                    { "switchLowVal", 0 },
+                                    { "switchHighVal", 0 }
+                                };
 
                                 전저고점.Add(market + strInterval, dic);
 
@@ -265,6 +258,9 @@ namespace BitgetAPI.IndicatorConditionSetup
                                 var candleDatas_정렬_Temp = candleDatas_Temp.OrderBy(i => i.Argument).ToList();
                                 var candleDatas_Temp_List = new List<CandleData>();
 
+                                totalImperseMACDData[market + strInterval] = new Dictionary<DateTime, ImpulseMacdData>();
+
+
                                 for (var i = 0; i < 199; i++)
                                     candleDatas_Temp_List.Add(candleDatas_정렬_Temp[i]);
 
@@ -275,10 +271,14 @@ namespace BitgetAPI.IndicatorConditionSetup
 
                                     if (candleData_Main == null) continue;
 
+                                    if(interval == MCandleTimeType.M30)
+                                        totalImperseMACDData[market + strInterval].Add(candleData_Main.Argument, impulseMacdConditionSetup.AddDataPoint(candleData_Main.High, candleData_Main.Low, candleData_Main.Close, true));
+
                                     candleDatas_Temp_List.Add(candleData_Main);
                                     
                                     ichimokuConditionSetup.calIchimokuData(candleDatas_Temp_List, candleData_Main);
                                     movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_Temp_List, candleData_Main);
+                                    
                                     if (i > 210)
                                     {
                                         var 현재봉4_Temp = candleDatas_Temp_List[i].movingAverageDataList[4].Value;
@@ -290,6 +290,19 @@ namespace BitgetAPI.IndicatorConditionSetup
                                     }
                                 }
                             }
+                            else {
+                                if(nowTime.Minute > 0 && nowTime.Hour == 24)
+                                    전저고점Flag = true;
+                            }
+                            var keys = totalImperseMACDData[market + strInterval].Keys.OrderBy(t => t).ToList();
+
+
+                            if (keys.Count > 500)
+                            {
+                                for (var i = 0; i < 250; i++)
+                                    totalImperseMACDData[market + strInterval].Remove(keys[i]);
+                            }
+
                             if (!BuyShortStep.ContainsKey(market + strInterval))
                             {
                                 BuyShortStep[market + strInterval] = false;
@@ -304,6 +317,9 @@ namespace BitgetAPI.IndicatorConditionSetup
                             var candleDatas = findedMarket.candleDataList[MCandleTimeType.M1];
                             var candleDatas_정렬 = candleDatas.OrderBy(i => i.Argument).ToList();
 
+
+                            var calMacdCandleDatas_정렬 = candleDatas.OrderBy(i => i.Argument).ToList();
+
                             var candleData = candleDatas.Find(i => i.Argument == candleDatas_정렬.Last().Argument);
 
                             if (candleData == null) continue;
@@ -311,6 +327,7 @@ namespace BitgetAPI.IndicatorConditionSetup
                             ichimokuConditionSetup.calIchimokuData(candleDatas_정렬, candleData);
                             movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_정렬, candleData);
                             
+
                             candleDatas_정렬.RemoveAt(candleDatas_정렬.Count - 1);
                             var candleData_전봉 = candleDatas.Find(i => i.Argument == candleDatas_정렬.Last().Argument);
 
@@ -392,9 +409,23 @@ namespace BitgetAPI.IndicatorConditionSetup
 
                             if (candleData_30 == null) continue;
 
+
                             ichimokuConditionSetup.calIchimokuData(candleDatas_30_정렬, candleData_30);
                             movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_30_정렬, candleData_30);
 
+                            var macdData = new ImpulseMacdData();
+                                                        
+                            if (keys.LastOrDefault() < candleData_30.Argument)
+                            {
+                                macdData = impulseMacdConditionSetup.AddDataPoint(candleData_30.High, candleData_30.Low, candleData_30.Close, true);
+                                totalImperseMACDData[market + "30m"].Add(candleData_30.Argument, macdData);
+                            }
+                            else
+                            {
+                                macdData = impulseMacdConditionSetup.AddDataPoint(candleData_30.High, candleData_30.Low, candleData_30.Close, false);
+                                totalImperseMACDData[market + "30m"][candleData_30.Argument] = macdData;
+                            }
+
                             candleDatas_30_정렬.RemoveAt(candleDatas_30_정렬.Count - 1);
                             var candleData_30_전봉 = candleDatas_30.Find(i => i.Argument == candleDatas_30_정렬.Last().Argument);
 
@@ -655,7 +686,22 @@ namespace BitgetAPI.IndicatorConditionSetup
 
                                             var flag_1 = 현재봉4 > 현재봉72 && 전봉4 > 전봉72;
 
-                                            if (flag_30 && flag_5 && flag_1)
+                                            //추가
+
+                                            //
+
+                                            var macdFlag = false;
+
+                                            if ((macdData.SH > 0 && macdData.MD < 0 && macdData.MD < -50) 
+                                                || (totalImperseMACDData[market + "30m"][keys[keys.Count - 2]].MD == 0 &&
+                                                totalImperseMACDData[market + "30m"][keys[keys.Count - 3]].MD == 0 &&
+                                                macdData.MD > 0 && macdData.SH > 0))
+                                            {
+                                                macdFlag = true;
+                                            }
+
+
+                                            if (flag_30 && flag_5 && flag_1 && macdFlag)
                                             {
                                                 buyFlag = true;
                                             }
@@ -875,7 +921,18 @@ namespace BitgetAPI.IndicatorConditionSetup
 
                                             var flag_1 = 현재봉4 < 현재봉72 && 전봉4 < 전봉72;
 
-                                            if (flag_30 && flag_5 && flag_1)
+                                            var macdFlag = false;
+
+                                            if ((macdData.SH < 0 && macdData.MD > 0 && macdData.MD > 50)
+                                                || (totalImperseMACDData[market + "30m"][keys[keys.Count - 2]].MD == 0 &&
+                                                totalImperseMACDData[market + "30m"][keys[keys.Count - 3]].MD == 0 &&
+                                                macdData.MD < 0 && macdData.SH < 0))
+                                            {
+                                                macdFlag = true;
+                                            }
+
+
+                                            if (flag_30 && flag_5 && flag_1 && macdFlag)
                                             {
                                                 buyFlag = true;
                                             }

BitgetApi/IndicatorData/ImpulseMacdData.cs

@@ -0,0 +1,16 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+
+namespace BitgetApi.IndicatorData
+{
+    public class ImpulseMacdData
+    {
+        public double MD;
+        public double SH;
+        public double SB;
+    }
+}